Set of functions for Regression Discontinuity Design ('RDD'), for data visualisation, estimation and testing.
rddtools is a new R package under development, designed to offer a set of tools to run all the steps required for a Regression Discontinuity Design (RDD) Analysis, from primary data visualisation to discontinuity estimation, sensitivity and placebo testing.
This github website hosts the source code. One of the easiest ways to install the package from github is by using the R package devtools:
if (!require('devtools')) install.packages('devtools')devtools::install_github( "bquast/rddtools" )
Note however the latest version of rddtools only works with R 3.0, and that you might need to install Rtools if on Windows.
The (preliminary) documentation is available in the help files directly, as well as in the vignettes. The vignettes can be accessed from R.
Simple visualisation of the data using binned-plot:
rdd_reg_lm()This includes specifying the polynomial order, including covariates with various specifications as advocated in Imbens and Lemieux 2008.
rdd_reg_np(). Can also include covariates, and allows different types of inference (fully non-parametric, or parametric approximation).
rdd_pred()), or to convert to other classes, to lm ( as.lm() ), or to the package
clusterInf()either using a cluster covariance matrix ( vcovCluster() ) or by a degrees of freedom correction (as in Cameron et al. 2008).
Regression sensitivity analysis:
Design sensitivity analysis:
dens_test()to the function
development taken over by Bastiaan
rename package to rddtools (from RDDtools)
rename functions to lower case
move package from subdir to repo root directory
change S3class method to export for roxygen
connect method functions with . in stead of white space
classify default functions as RDDcoef.default etc.
update DESCRIPTION with CRAN guidelines
change .onLoad to .onAttach
remove old lyx vignette in several places
move examples from README.Rmd to Rmd vignettes
fix empty package dependency bug
Updated on 21/5/14
RDDdata: change arg z to covar, add new argument z for sharp, currently unused.
dens_test: work now on RDDreg, return object htest
Multiple changes in help files
Correct import, suggests, calls to :::
Updated on 25/7/13
Add new function RDDpred
Add new model.matrix.RDDdata, preparing all output, now used by all RDDreg_np, RDDreg_lm, RDDgenre...
Add method vcov.RDDreg, as.lm.RDDreg
Add enw function vcovCluster2, complement doc, add M Arai,
Add data STAR_MHE
Many small fixes
Updated on 16/7/13
Add new option to have separate or same covariates
Add as.nprg, to convert to a np regression from package np
Add RDDcoef, working on multiple models (lm, np, npreg).
Initial commit on 29/04/2013